+148.7%
XLK vs CLBK
+43.5%
+105.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.2% | -1.5% | +1.7% | +0.5% |
| 30D | -0.6% | -1.0% | +0.4% | -0.4% |
| 3M | +2.6% | +22.9% | -20.4% | -1.6% |
| 6M | +34.0% | +44.2% | -10.2% | +24.5% |
| YTD | +30.7% | +64.0% | -33.3% | +18.1% |
| 1Y | +39.2% | +65.7% | -26.5% | +25.2% |
| 3Y | +120.4% | +54.1% | +66.4% | +97.8% |
| All | +148.7% | +43.5% | +105.2% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling